Analysis run in : 2024-06-01 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -29,651 | 20,137 | 0.525830 | 1.111756 |
| 1 | equities | 1170E1 | VIX FUTURES | -42,744 | 8,648 | -0.305172 | 0.031508 |
| 2 | equities | 239742 | RUSSELL E-MINI | -32,978 | 4,616 | -0.424180 | -0.482532 |
| 3 | equities | 12460+ | DJIA Consolidated | 13,253 | -7,184 | -0.303398 | -0.068296 |
| 4 | equities | 209742 | NASDAQ MINI | -1,590 | -9,215 | -1.194000 | -1.205141 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -1,636 | 609 | 0.685114 | 1.084463 |
| 6 | rates | 043602 | UST 10Y NOTE | -409,834 | -15,033 | 1.335312 | 1.701429 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,392,131 | 42,859 | -1.352040 | -1.273589 |
| 8 | rates | 042601 | UST 2Y NOTE | -981,315 | 14,523 | -0.311102 | 0.795133 |
| 9 | rates | 020601 | UST BOND | 37,614 | 12,819 | 1.825476 | 1.858776 |
| 10 | rates | 045601 | FED FUNDS | 64,283 | 9,032 | 0.761906 | 1.410866 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 4,158 | 656 | 1.174658 | 0.103465 |
| 13 | currencies | 097741 | JAPANESE YEN | -158,189 | -12,906 | -0.663196 | -1.202082 |
| 14 | currencies | 099741 | EURO FX | 56,988 | 16,014 | 0.959564 | -0.228780 |
| 15 | currencies | 096742 | BRITISH POUND | 28,288 | 25,199 | 0.349469 | 0.297375 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -49,857 | 5,884 | 1.872797 | 1.026168 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -88,911 | 4,256 | -1.128613 | -1.517395 |
| 18 | currencies | 095741 | MEXICAN PESO | 121,086 | 2,994 | -0.023219 | 0.887248 |
| 19 | currencies | 112741 | NZ DOLLAR | 2,046 | 3,416 | 1.113024 | 0.833899 |
| 20 | currencies | 092741 | SWISS FRANC | -45,890 | -3,802 | -1.148720 | -1.685170 |
| 21 | commodities | 133741 | BITCOIN | -905 | 102 | -0.186904 | 0.656509 |
| 22 | commodities | 06765T | BRENT LAST DAY | -29,690 | 2,213 | -0.674621 | -0.954959 |
| 23 | commodities | 088691 | GOLD | 246,865 | -10,504 | 1.315775 | 1.231609 |
| 24 | commodities | 085692 | COPPER- #1 | 62,225 | -5,823 | 0.875669 | 1.480194 |
| 25 | commodities | 023651 | NAT GAS NYME | -75,923 | 14,006 | 2.065721 | 1.478809 |
| 26 | commodities | 111659 | GASOLINE RBOB | 46,219 | -905 | -1.371118 | -2.074055 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 23,681 | 6,841 | 2.236031 | 0.515187 |
| 28 | commodities | 084691 | SILVER | 54,316 | -655 | 0.620113 | 1.168695 |
| 29 | commodities | 076651 | PLATINUM | 31,067 | -85 | 1.468256 | 1.779722 |
| 30 | commodities | 002602 | CORN | -68,090 | -12,789 | 1.106262 | 1.591688 |
| 31 | commodities | 005602 | SOYBEANS | -25,559 | 14,665 | 1.722018 | 0.899855 |
| 32 | commodities | 001602 | WHEAT-SRW | -17,268 | 2,264 | 1.266767 | 1.481659 |
| 33 | commodities | 001612 | WHEAT-HRW | -2,935 | 6,226 | 1.704497 | 2.291666 |
| 34 | commodities | 057642 | LIVE CATTLE | 86,353 | 13,318 | 0.807641 | 1.182437 |
| 35 | commodities | 054642 | LEAN HOGS | 47,198 | -12,686 | -2.016919 | -0.082261 |
| 36 | commodities | 080732 | SUGAR NO. 11 | -15,512 | 440 | -1.368894 | -1.711371 |
| 37 | commodities | 033661 | COTTON NO. 2 | 8,275 | 9,028 | -1.049951 | -0.927433 |
| 38 | commodities | 083731 | COFFEE C | 64,567 | 3,531 | 0.174510 | 0.828417 |
| 39 | commodities | 073732 | COCOA | 19,133 | 3,141 | -0.504839 | -1.078154 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 5,298 | 648 | 2.141534 | 2.873445 |
Plotting plotly¶
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